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Apologies If I'm not posting in the right area. Currently I'm using eoddata.com to get pricing data for the US market. Although not always 100% in pricing, I'm quite happy with it.

There is another website I stumbled across recently (https://eodhistoricaldata.com/) and the price is about $40 a month which gives you access to over 60 exchanges for pricing and fundamental data.

Has anyone had any experience with this? The price seems to be good to be true and I tried to search online but couldn't find anyone who has used this.

Edit: I've just done a whois, and the site seems to have been setup just last year and looks quite suspicious

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There's about half a dozen data sites setup on the Internet that have some form of freemium subscription that simply scrape the data from another free source (Yahoo, IEX, Google etc.) and repackage it up as their own, with no acknowledgement about the source. Some others purchase a cheap personal-use subscription and package up data too.

From what I can tell, eodhistoricaldata.com takes at least part of its data from Yahoo (which comes from CSI), since it exhibits the same characteristics of Yahoo's data with respect to volume figures (under-reporting of volume, rounding down to nearest 100).

Any company worthy of your attention will disclose their identity and data sources.

Regarding anonymized domains - Why would an authentic business which provides data on which people will rely upon to make trading decisions want to hide their identity?

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    $\begingroup$ Thanks, I know a few sites which scrape their data from Yahoo and then stopped working a couple years ago when Yahoo changed their API. $\endgroup$ – user172839 Jul 28 '18 at 11:14
  • $\begingroup$ for such a low price I think you are expecting too much. Of course, if you are capable of scraping data yourself in a short enough time frame then never mind but if you do like to save some time and have it ready just one rest call away, paying 20 bucks or so a month is not a big ask. Data Authenticity wise we could probe further but I really doubt that'd be anything that's worth dropping the usage altogether. On a side note, check intrinio for a very good alternative. $\endgroup$ – stucash Jul 30 at 15:50
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I'm a paying customer of https://eodhistoricaldata.com, and used it for one of my last projects to retrieve standardised, quarterly income statements, balance sheets, and cash flow statements.

Of all providers I used in the past (see list below), their coverage of companies, and the range of historically available fundamental data points are the best. Simple, and fast sign up, and fair pricing. As such data points become more and more of a commodity, we can expect the price to fall even more over the next two years.

Alternatives

iextrading

https://iextrading.com/developer/docs/#financials

  • Costs: free
  • Data provided: income statements, balance sheets, cash flow statements, EOD price, volume, splits, dividends
  • Data format: JSON
  • Data access method: RESTful API + websockets (real-time)
  • Misc.: excellent documentation, very active github issue tracking
  • Drawbacks: historical data goes back by only 2 years

InteractiveBrokers API

https://interactivebrokers.github.io/tws-api/fundamentals.html

Note: requires to open a trading account with them. Approval times vary.

  • Costs: sign-up free.
  • Data provided: everything (including dividends)
  • Data format: depends on the client library (C++, Java, Python)
  • Data access method: only via libraries (C++, Java, Python), no RESTful API. (personal opinion: only suitable for people with a very strong developer background).
  • Misc.: documentation isn't very good.
  • Drawbacks: taking approval time, and time to learn their technical nomenclature into account, I don't recommend using it for "starter" projects. It's good for professionals.

I developed software using all of the above services. eodhistoricaldata.com is my favourite so far.

Using the sec.gov free Financial Statement Data Set (https://www.sec.gov/dera/data/financial-statement-data-sets.html) is another alternative, but requires a lot of coding, and data munging.

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  • $\begingroup$ For those who might be tempted by "free" market data from InteractiveBrokers be aware their data quality is terrible in comparison to other providers, I've encountered many missing points in my data sets and many anomalies (like one million instead of $100) that made the data source unreliable for any use. And their documentation is outdated and horrendous. $\endgroup$ – Michael Dz Dec 29 '18 at 23:26
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They are low level data vendors, probably purchasing the data from eoddata and redistributing them, that why the prices are so low. The vendors who are in the same tier as eoddata will offer their prices in the same range as eoddata. If you are looking for vendors who are in the same rank as eoddata, checkout Algoseek, who also offer high quality data with easy to use API at a very affordable quote. Others are Tick data or Barchart. Try any of the above and you'll get it that eoddata offer roughly the same price as the mentioned vendors because they belong to the same tier.

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  • $\begingroup$ I actually ended up joning them and they have a heap of fundamental data (i.e. balance sheet, income statement etc) for different exchanges and are quite good. $\endgroup$ – user172839 Apr 5 at 3:37
  • $\begingroup$ All of them are excellent, but I will recommend Algoseek if your focus will switch to intraday data $\endgroup$ – Nick Mugisha Apr 22 at 19:43
  • $\begingroup$ @NickMugisha I am baffled as in why you recommend Algoseek, not in terms of data quality apparently. Algoseek is one of the most professional data feed out there and that comes at a very high price. And it deals with pricing data only, no fundamental data. Algoseek is not in the tier as eoddata in terms of price or data. If anything, I'd at least recommend DTN IQ Feed which, at a reasonable price, provides very consistent and accurate data which is used by many retail traders at least. $\endgroup$ – stucash Jul 30 at 15:40

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